Trading Metrics calculated at close of trading on 24-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2017 |
24-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
1,251.5 |
1,248.2 |
-3.3 |
-0.3% |
1,232.6 |
High |
1,256.4 |
1,255.0 |
-1.4 |
-0.1% |
1,256.4 |
Low |
1,245.6 |
1,243.7 |
-1.9 |
-0.2% |
1,229.8 |
Close |
1,250.1 |
1,251.7 |
1.6 |
0.1% |
1,251.7 |
Range |
10.8 |
11.3 |
0.5 |
4.6% |
26.6 |
ATR |
13.9 |
13.7 |
-0.2 |
-1.3% |
0.0 |
Volume |
39,791 |
51,108 |
11,317 |
28.4% |
189,258 |
|
Daily Pivots for day following 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,284.0 |
1,279.2 |
1,257.9 |
|
R3 |
1,272.7 |
1,267.9 |
1,254.8 |
|
R2 |
1,261.4 |
1,261.4 |
1,253.8 |
|
R1 |
1,256.6 |
1,256.6 |
1,252.7 |
1,259.0 |
PP |
1,250.1 |
1,250.1 |
1,250.1 |
1,251.4 |
S1 |
1,245.3 |
1,245.3 |
1,250.7 |
1,247.7 |
S2 |
1,238.8 |
1,238.8 |
1,249.6 |
|
S3 |
1,227.5 |
1,234.0 |
1,248.6 |
|
S4 |
1,216.2 |
1,222.7 |
1,245.5 |
|
|
Weekly Pivots for week ending 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,325.8 |
1,315.3 |
1,266.3 |
|
R3 |
1,299.2 |
1,288.7 |
1,259.0 |
|
R2 |
1,272.6 |
1,272.6 |
1,256.6 |
|
R1 |
1,262.1 |
1,262.1 |
1,254.1 |
1,267.4 |
PP |
1,246.0 |
1,246.0 |
1,246.0 |
1,248.6 |
S1 |
1,235.5 |
1,235.5 |
1,249.3 |
1,240.8 |
S2 |
1,219.4 |
1,219.4 |
1,246.8 |
|
S3 |
1,192.8 |
1,208.9 |
1,244.4 |
|
S4 |
1,166.2 |
1,182.3 |
1,237.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,256.4 |
1,229.8 |
26.6 |
2.1% |
11.4 |
0.9% |
82% |
False |
False |
37,851 |
10 |
1,256.4 |
1,200.0 |
56.4 |
4.5% |
12.4 |
1.0% |
92% |
False |
False |
29,918 |
20 |
1,268.1 |
1,198.0 |
70.1 |
5.6% |
12.7 |
1.0% |
77% |
False |
False |
23,156 |
40 |
1,268.1 |
1,186.0 |
82.1 |
6.6% |
13.2 |
1.1% |
80% |
False |
False |
14,419 |
60 |
1,268.1 |
1,143.1 |
125.0 |
10.0% |
13.6 |
1.1% |
87% |
False |
False |
11,583 |
80 |
1,268.1 |
1,129.8 |
138.3 |
11.0% |
13.6 |
1.1% |
88% |
False |
False |
9,401 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,303.0 |
2.618 |
1,284.6 |
1.618 |
1,273.3 |
1.000 |
1,266.3 |
0.618 |
1,262.0 |
HIGH |
1,255.0 |
0.618 |
1,250.7 |
0.500 |
1,249.4 |
0.382 |
1,248.0 |
LOW |
1,243.7 |
0.618 |
1,236.7 |
1.000 |
1,232.4 |
1.618 |
1,225.4 |
2.618 |
1,214.1 |
4.250 |
1,195.7 |
|
|
Fisher Pivots for day following 24-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
1,250.9 |
1,251.2 |
PP |
1,250.1 |
1,250.6 |
S1 |
1,249.4 |
1,250.1 |
|